def get_yield_curve_bus_adj(date):
data = parse_xml(get(construct_url(date.year, date.month, date.day)))
curr_date = date
day_adjusted = 0
while len(data) == 0:
if day_adjusted == go_back_days:
raise Exception('went back '+ str(day_adjusted) + ' business days (from '+str(date)+' ), no yield data found.')
curr_date = curr_date - timedelta(days=1)
data = parse_xml(get(construct_url(curr_date.year, curr_date.month, curr_date.day)))
#print(curr_date, data)
if is_bday(curr_date):
day_adjusted += 1
return data
def get_yield_curve(year=None, month=None, day=None):
if day:
return get_yield_curve_bus_adj(datetime(year, month, day))
return parse_xml(get(construct_url(year, month, day)))
def get_yield_curve_curr_month():
url = 'https://www.treasury.gov/resource-center/data-chart-center/interest-rates/pages/XmlView.aspx?data=yield'
return parse_xml(get(url))
def test_get():
print("get xml from us treasury gov")
url = "https://www.treasury.gov/resource-center/data-chart-center/interest-rates/pages/XmlView.aspx?data=yield"
assert len(get(url)) > 0